-18.4%
TSLL vs CTAS
+75.4%
-93.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.8% | +10.4% | +9.6% |
| 7D | -21.2% | +1.2% | -22.4% | -21.7% |
| 30D | -13.3% | +12.8% | -26.1% | -19.8% |
| 3M | +15.4% | +10.3% | +5.1% | +7.9% |
| 6M | -34.2% | +32.0% | -66.2% | -49.5% |
| YTD | -52.9% | +19.1% | -72.0% | -59.7% |
| 1Y | -54.3% | +21.5% | -75.8% | -62.1% |
| 3Y | -18.4% | +76.0% | -94.4% | -50.6% |
| All | -18.4% | +75.4% | -93.8% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CTAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling